It is still free too and helps the developer improve it . I don't use it anymore but still a good program . It could be he also gleans browser habits and sells it but hey what me worry , never had a problem with it .

Otherwise you will be uploading the detailed results of your scans of your hard drive to the person why made Spybot S&D

If you click Tools in Advanced mode, you'll see that Bug Report is unselected in this section. This is the default setting and enables/disables a page where you can submit a bug report to the developers. This is a manual process and can be left alone unless you're actually asked to send a report by the developers.
The Bug Report section in Settings is where you decide which details would be sent should you choose to submit a bug report.

There is no need to change the settings at all if you don't send a bug report.